Woody Allen said he didn't believe in an afterlife but he was bringing a change of underwear just in case.
He also wrote of his fear that there was an afterlife but that no one would know where it was being held.

In the 1980s, it was sort of being held in Connecticut -- a hotbed of research writing on the subject of near death experiences. NDEs, as they're called, are fascinating, both in terms of the consistent clues they seem to offer about what happens after death, the debates they ignite, and the lasting imprints they leave on those who make the trip and then return.

I was writing a lot about the subject in the 1980s, without ever feeling completely convinced one way or the other.

Most Americans are not skeptics. A new study suggests that young Americans, even as they drift away from any and all religions, hang on to the idea of an afterlife. 75 to 80 percent of them believe in one.